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Head XVA Valuation Methodology

Standard Chartered Bank
Singapore
Posted 5 days ago Permanent Competitive
Head XVA Valuation Methodology
About Standard Chartered
We are a leading international bank focused on helping people and companies prosper across Asia, Africa and the Middle East.

To us, good performance is about much more than turning a profit. It's about showing how you embody our valued behaviours - do the right thing, better together and never settle - as well as our brand promise, Here for good.

We're committed to promoting equality in the workplace and creating an inclusive and flexible culture - one where everyone can realise their full potential and make a positive contribution to our organisation. This in turn helps us to provide better support to our broad client base.
The Role Responsibilities
  • Responsible for the XVA independent valuation at month-end of all assets and liabilities using multiple external vendor services pricing. Provide 100% coverage of the XVA balance sheet.
  • Conducting reviews of significant deals.
  • Analysis of XVA reserves & model deficiencies
  • Review and implement XVA IPV & fair value methodologies.
  • Identify pricing issues for complex derivative trades.
  • Establish best practice valuation techniques & fair value levelling.
  • Ensure a robust and optimized Prudential Valuation Framework for XVA.
  • Working with other members of the methodology team to drive the evolution of the valuation ecosystem.
Our Ideal Candidate
  • Master in Financial Mathematics or a quantitative area.
  • 10+ years on Strong IT skills. Experience with functional programming is desirable, with practical experience in using Python desirable.

Apply now to join the Bank for those with big career ambitions.

To view information on our benefits including our flexible working please visit our career pages . We welcome conversations on flexible working.
Job ID  2200000384
ABOUT COMPANY
London, United Kingdom
85000 Employees Corporate Banking
We’re an international bank, nimble enough to act, big enough for impact. For more than 160 years, we’ve worked to make a positive difference for our ...
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